Faced with a series of major macro and micro data to be released intensively, the Xiaomo team switched back to a “tactical bullish” position on Tuesday. Previously, the Xiaomo team switched to “neutral” main considerations, including the uncertainty of the Federal Reserve's policy, position structure, credit spreads, unfavorable seasonal factors, and profit settlement in the momentum market. At the time, they believed that building core exposure around “going long on the NASDAQ 100/short Russell 2000” was a relatively safe hedging strategy. Since the report was released, the S&P 500 index has remained flat, and the yield of the “Long Nasdaq 100/Short Russell 2000” trading portfolio has exceeded 8%. Now, Xiaomo pointed out that the team determined that the market environment is improving marginally: bond yields are gradually finding a support range, while international oil prices are expected to fluctuate and decline.

Faced with a series of major macro and micro data to be released intensively, the Xiaomo team switched back to a “tactical bullish” position on Tuesday. Previously, the Xiaomo team switched to “neutral” main considerations, including the uncertainty of the Federal Reserve's policy, position structure, credit spreads, unfavorable seasonal factors, and profit settlement in the momentum market. At the time, they believed that building core exposure around “going long on the NASDAQ 100/short Russell 2000” was a relatively safe hedging strategy. Since the report was released, the S&P 500 index has remained flat, and the yield of the “Long Nasdaq 100/Short Russell 2000” trading portfolio has exceeded 8%. Now, Xiaomo pointed out that the team determined that the market environment is improving marginally: bond yields are gradually finding a support range, while international oil prices are expected to fluctuate and decline.